Catch all exception in C#

Question

How can I handle exceptions that will close my program like error in disposing...

[SecurityPermission(SecurityAction.Demand, Flags = SecurityPermissionFlag.ControlAppDomain)]
        static void Main()
        {

            AppDomain currentDomain = AppDomain.CurrentDomain;
            currentDomain.UnhandledException += new UnhandledExceptionEventHandler(MyHandler);

            Application.EnableVisualStyles();
            Application.SetCompatibleTextRenderingDefault(false);
            Application.Run(new Form1());

            try
            {
                throw new Exception("1");
            }
            catch (Exception e)
            {
                Console.WriteLine("Catch clause caught : {0} \n", e.Message);
            }

            throw new Exception("2");
        }

        static void MyHandler(object sender, UnhandledExceptionEventArgs args)
        {
            Exception e = (Exception)args.ExceptionObject;
            MessageBox.Show(e.Message);
        }
    }

In my code, I cant handle some exceptions and my program will crashed. for example when It get some error in disposing and something like this...

any idea for fixing that? I want that my program dont stop not at all.